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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+6.79%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$36.8B
AUM Growth
+$2.54B
Cap. Flow
+$503M
Cap. Flow %
1.36%
Top 10 Hldgs %
10.97%
Holding
3,915
New
199
Increased
2,306
Reduced
1,272
Closed
92

Top Buys

Rank Stock Value
1
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
+$78.4M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$57.3M
3
VWO icon
Vanguard FTSE Emerging Markets ETF
VWO
+$38.5M
4
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$37.7M
5
MWE
MARKWEST ENERGY PARTNERS, LP
MWE
+$35M

Top Sells

Rank Stock Value
1
FON
SPRINT CORP FON COM
FON
+$43.2M
2
IWN icon
iShares Russell 2000 Value ETF
IWN
+$37M
3
NWSA icon
News Corp Class A
NWSA
+$28.1M
4
EPB
EL PASO PIPELINE PARTNERS, L.P. COM UNITS REPSTG LTD PART
EPB
+$21.9M
5
ORCL icon
Oracle
ORCL
+$14.8M

Sector Composition

Rank Sector Weight
1 Financials 14.31%
2 Technology 11.95%
3 Healthcare 11.06%
4 Energy 9.41%
5 Industrials 9.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
OCLR
3276
DELISTED
Oclaro Inc.
OCLR
$171K ﹤0.01%
96,600
-1,960
-2% -$2.42K
CIFC
3277
DELISTED
CIFC LLC Common Shares
CIFC
$171K ﹤0.01%
21,732
-398
-2% -$3K
VATE icon
3278
INNOVATE Corp
VATE
$114M
$170K ﹤0.01%
5,018
+556
+12% +$50.5K
GSOL
3279
DELISTED
Global Sources Ltd
GSOL
$170K ﹤0.01%
22,883
-835
-4% -$5.85K
KWK
3280
DELISTED
QUICKSILVER RESOURCES INC
KWK
$170K ﹤0.01%
86,107
-311,745
-78% -$529K
KRNY icon
3281
Kearny Financial
KRNY
$592M
$167K ﹤0.01%
22,589
+1,744
+8% +$12.9K
MSO
3282
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
$167K ﹤0.01%
72,447
+276
+0.4% +$679
MAXY
3283
DELISTED
MAXYGEN INC
MAXY
$167K ﹤0.01%
66,077
-1,470
-2% -$3.69K
KCG
3284
DELISTED
KCG Holdings, Inc.
KCG
$166K ﹤0.01%
+19,140
New +$173K
NXR
3285
DELISTED
NUVEEN ELECT TAX-FREE INC 3
NXR
$163K ﹤0.01%
+12,702
New +$162K
RLH
3286
DELISTED
Red Lions Hotel Corporation
RLH
$161K ﹤0.01%
30,485
+603
+2% +$3.62K
SPPI
3287
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$160K ﹤0.01%
19,150
+1,258
+7% +$10.2K
CNCO
3288
DELISTED
Cencosud S.A.
CNCO
$158K ﹤0.01%
+11,791
New +$158K
EGO icon
3289
Eldorado Gold
EGO
$8.31B
$157K ﹤0.01%
4,667
+2,405
+106% +$91.3K
ARRY
3290
DELISTED
Array Biopharma Inc
ARRY
$157K ﹤0.01%
25,169
+272
+1% +$1.62K
MXL icon
3291
MaxLinear
MXL
$6.49B
$156K ﹤0.01%
18,856
-3,805
-17% -$29.7K
VIRX
3292
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$156K ﹤0.01%
+150
New +$160K
MNP
3293
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$156K ﹤0.01%
+11,250
New +$154K
NXQ
3294
DELISTED
NUVEEN ELECT TAX-FREE INC 2
NXQ
$155K ﹤0.01%
+12,381
New +$153K
MCHX icon
3295
Marchex
MCHX
$79.7M
$154K ﹤0.01%
21,218
+2,047
+11% +$13.7K
VNDA icon
3296
Vanda Pharmaceuticals
VNDA
$312M
$153K ﹤0.01%
13,930
+249
+2% +$2.66K
XBKS
3297
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
$153K ﹤0.01%
10,871
+1,478
+16% +$23.9K
DM
3298
DELISTED
DOLAN COMPANY COMMON STOCK
DM
$153K ﹤0.01%
67,691
-40,023
-37% -$89.6K
IRWD icon
3299
Ironwood Pharmaceuticals
IRWD
$611M
$152K ﹤0.01%
15,348
+2,950
+24% +$28.9K
PFX icon
3300
PhenixFIN
PFX
$152K ﹤0.01%
552
-68
-11% -$18.9K
130 131
132
133 134

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NIPH
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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q3 2013 Portfolio in Review

As of Q3 2013, Parametric Portfolio Associates held 3,915 positions worth $36.8B, up 7.4% from $34.3B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

Parametric Portfolio Associates's Q3 2013 filing shows 199 new, 2,306 increased, 1,272 reduced and 92 closed positions. Its largest new stake was Twenty-First Century Fox, Inc. Class A: 2,489,762 shares worth $83.4M. The largest sale was SPRINT CORP FON COM, an estimated $43.2M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2013 buy was Twenty-First Century Fox, Inc. Class A: 2,489,762 shares worth $83.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2013, an estimated $57.3M increase.
  • Parametric Portfolio Associates's biggest Q3 2013 reduction was iShares Russell 2000 Value ETF, cutting an estimated $37M.
  • Parametric Portfolio Associates fully exited SPRINT CORP FON COM in Q3 2013, selling an estimated $43.2M.
  • Parametric Portfolio Associates's ten largest holdings make up 11% of its $36.8B portfolio in Q3 2013.
  • Parametric Portfolio Associates opened 199 new positions and closed 92 in Q3 2013.
  • Parametric Portfolio Associates's portfolio value rose 7.4% quarter-over-quarter to $36.8B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2013, filed 18 Oct 2013.